STRATEGY VWAP MOMENTUM

20251210 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 8

Periodo: 2025-12-10 11:23:00 - 2025-12-10 23:00:00

Exposure Days: 1

Trades per Day: 8.00

Avg Duration: 85.38 min

Median Duration: 37.00 min

PERFORMANCE

Total Profit: $1,115.00

Avg Profit: $139.38

Median Profit: $-942.50

Std Profit: $1,990.79

Profit Factor: 1.17

WIN/LOSS

Win Rate: 42.9%

Winners / Losers: 3 / 4 (Ratio: 1:2)

Gross Profit: $7,500.00

Gross Loss: $-6,385.00

Avg Winner: $2,500.00

Avg Loser: $-1,277.00

Avg Winner / Avg Loser: (Ratio: 1:1.96)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.07

Sortino Ratio: 0.28

Ulcer Index: 51.11

EXIT REASONS

TARGET exits: 3 (37.5%)

STOP exits: 4 (50.0%)

EOD exits: 1 (12.5%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,000.00

Avg P&L: $500.00

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-885.00

Avg P&L: $-221.25

CUMULATIVE P&L